Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-based inference in time-varying coefficient cointegrating regression |
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Kernel-based inference in time-varying coefficient cointegrating regression (English)
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21 May 2020
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cointegration
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FM-kernel estimation
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generalized Wald test
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global rotation
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kernel degeneracy
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local rotation
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super-consistency
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time-varying coefficients
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